+61.0%
SYF vs URA
+25.6%
+35.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | +1.2% | -10.4% | +11.6% | +4.0% |
| 3M | -9.4% | -29.6% | +20.3% | -0.6% |
| 6M | +4.4% | -40.3% | +44.7% | +19.1% |
| YTD | -11.9% | -25.5% | +13.6% | -8.1% |
| 1Y | -0.4% | -26.4% | +26.0% | +3.9% |
| 3Y | +159.6% | +31.4% | +128.1% | +108.4% |
| All | +61.0% | +25.6% | +35.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling